+217.8%
INTU vs XLRE
+89.0%
+128.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +2.1% |
| 7D | -3.3% | -1.2% | -2.2% | -2.4% |
| 30D | -3.9% | -2.4% | -1.5% | -2.0% |
| 3M | +16.6% | -2.5% | +19.1% | +19.3% |
| 6M | -26.4% | +4.0% | -30.4% | -29.2% |
| YTD | -51.0% | +9.3% | -60.3% | -54.9% |
| 1Y | -50.8% | +5.6% | -56.4% | -53.5% |
| 3Y | -40.1% | +31.3% | -71.3% | -54.0% |
| 5Y | -41.2% | +9.5% | -50.8% | -46.6% |
| All | +217.8% | +89.0% | +128.7% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling